Working Papers

  • 31-May-2011


    Cycle extraction: a comparison of the phase-average trend method, the Hodrick-Prescott and Christiano-Fitzgerald filters

    Statistics Working Paper N. 39- 2011/4 - This paper reports on revision properties of different de-trending and smoothing methods (cycle estimation methods), including PAT with MCD smoothing, a double Hodrick-Prescott (HP) filter and the Christiano-Fitzgerald (CF) filter. The different cycle estimation methods are rated on their revision performance in a simulated real time experiment. Our goal is to find a robust method that gives

  • 30-May-2011


    Proceedings of the Workshop on Securitisation, held in Madrid, on 27-28 May 2010

    Statistics Working Paper N. 38- 2011/3 - This Statistics Working Paper includes the documents that were presented during the various sessions of the Workshop on Securitisation, held in Madrid on 27-28 May 2010, as well as summaries at the beginning of each section.The Workshop brought together regular members of the Working Party on Financial Statistics (WPFS), statisticians, analysts, supervisors, experts from accounting

  • 23-February-2011


    A multiplicative masking method for preserving the skewness of the original micro-records

    Statistics Working Paper N. 37- 2011/2 - This paper presents a simple multiplicative masking method that preserves skewness of the original data while offering a sufficient level of disclosure risk control. Numerical examples are provided, leading to the suggestion that this method could be well-suited for the dissemination of a broad range of microdata, including those based on administrative and business records.

  • 16-February-2011


    Hedonic price indexes for housing

    Statistics Working Paper N. 36- 2011/1 - Every house is different. It is important that house price indexes take account of these quality differences. Hedonic methods which express house prices as a function of a vector of characteristics (such as number of bedrooms and bathrooms, land area and location) are particularly useful for this purpose.

  • 30-November-2010


    Developing societal progress indicators: a practical guide

    Statistics Working Paper N. 35 - 2010/6 - There is a broad recognition that the development of cross-cutting, high-quality, shared, and accessible information about a society’s progress is crucial to ensure that decision-making is simultaneously responsive and responsible at all levels. There is no single correct way to manage a project to measure societal progress - different projects will have different goals, audiences and

  • 26-July-2010


    A framework to measure the progress of societies

    Statistics Working Paper N. 34 - 2010/5 - Over the last three decades, a number of frameworks have been developed to promote and measure well-being, quality of life, human development and sustainable development. Some frameworks use a conceptual approach while others employ a consultative approach, and different initiatives to measure progress will require different frameworks. The aim of this paper is to present a proposed framework

  • 13-July-2010


    Indicators of "societal progress": lessons from international experiences

    Statistics Working Paper N. 33 - 2010/4 - This paper looks at different experiences in the development and use of societal progress indicator sets . at the European, national and sub-national level . with the aim of identifying useful lessons from these experiences. Five case studies are presented: the indicators used to support the EU ¡ªLisbon Strategy.; the UK Sustainable Development indicators; Measures of Australia.s Progress;

  • 12-July-2010


    Comparing price levels of hospital services across countries: results of a pilot study

    Statistics Working Paper N. 32 - 2010/3 - Health services account for a large and increasing share of production and expenditure in OECD countries but there are also noticeable differences between countries in expenditure per capita. Whether such differences are due to more services consumed in some countries than in others or whether they reflect differences in the price of services is a question of significant policy relevance. Yet,

  • 3-May-2010


    Towards measuring the volume output of education and health services: a handbook

    Statistics Working Paper N. 31 - 2010/2 - The measurement of volumes of health and education services constitutes a challenge for national accountants and price statisticians. In the past, such services have typically been measured by the inputs used to provide them but such an approach neglects any productivity changes in service provision. An increasing number of countries is now working towards output-based measures of the volume

  • 25-March-2010


    The OECD ORBIS database: responding to the need for firm-level micro-data in the OECD

    Statistics Working Paper N. 30 - 2010/1 - Firm-level micro-data have become increasingly important in OECD activities not only for econometric analysis that captures heterogeneity across enterprises but also in order to conduct different and more detailed types of data aggregation (e.g. by geographical unit, firm size, industry). This paper describes the development of the OECD ORBIS micro database. This database includes more than

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